Singular Stochastic Control Problems
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Cited in
(36)- Singular Stochastic Control Problems Solved by a Sparse Simplex Method
- scientific article; zbMATH DE number 151785 (Why is no real title available?)
- Singular control and impulse control: a common approach
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality
- Singular Perturbations in Stochastic Ergodic Control Problems
- Extended mean-field games with multidimensional singular controls and nonlinear jump impact
- scientific article; zbMATH DE number 5674950 (Why is no real title available?)
- Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control
- A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach
- Expected supremum representation of the value of a singular stochastic control problem
- A nonconvex singular stochastic control problem and its related optimal stopping boundaries
- Existence of optimal controls for singular control problems with state constraints
- Multiobjective stopping problem for discrete-time Markov processes: convex analytic approach
- Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria
- Optimal singular control problem in infinite horizon for stochastic processes with regime-switching
- A singular stochastic control problem with direction switching cost
- A mean-field necessary and sufficient conditions for optimal singular stochastic control
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality
- A singular stochastic control problem in an unbounded domain
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions
- Problems of singular stochastic control with stopping, drift and diffusion
- Characterization of the optimal policy for a multidimensional parabolic singular stochastic control problem
- A general maximum principle for partially observed stochastic control problems with singular controls
- Une classe nouvelle de problèmes singuliers de contrôle stochastique
- Optimal asset liquidation with multiplicative transient price impact
- Necessary conditions for optimal singular stochastic control problems
- On singular control problems, the time-stretching method, and the weak-M1 topology
- A multidimensional singular stochastic control problem on a finite time horizon
- scientific article; zbMATH DE number 1642337 (Why is no real title available?)
- A Singular Stochastic Control Problem with Interconnected Dynamics
- On a class of singular stochastic control problems
- Absolutely continuous and singular stochastic control†
- Singular control of SPDEs with space-mean dynamics
- On necessary and sufficient conditions for near-optimal singular stochastic controls
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
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